+363.6%
IGV vs HSY
+128.6%
+235.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +2.3% | -2.1% | +4.5% | +2.7% |
| 30D | -6.0% | +6.1% | -12.1% | -7.2% |
| 3M | -4.8% | -5.6% | +0.8% | -4.0% |
| 6M | +14.2% | -9.5% | +23.8% | +15.8% |
| YTD | -4.2% | -2.1% | -2.1% | -5.5% |
| 1Y | -5.3% | +0.8% | -6.0% | -7.3% |
| 3Y | +38.8% | -2.1% | +40.9% | +33.9% |
| 5Y | +14.2% | +11.2% | +3.0% | +2.7% |
| All | +363.6% | +128.6% | +235.0% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling